Hello,
if you want to create a slider like the demo page has, you need to install and activate these two plugins:
In your admin dashboard are new links. Go to Terra Slider > Slider. Create a slider there. This works as if you would create a category.
Then go to Terra Slider > Slides and click Add new slide.
Give it a title, choose to have an image or video slide and fill in the other information.
On the right side you can add the slide to a slider. This works like adding categories to your post. Just tick the slider you created before.
After that go to Terra Slider > Slider again. On the right side is a field for the shortcode. Copy the shortcode.
Navigate to your page where the slider should appear and paste in the shortcode in the field at the very bottom of the page.
Instead of the Terra Slider you could also use another slider plugin and use their shortcode in the shortcode field.
Please let me know if you need further explanations.